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Recent advances in mean-field game literature enable the reduction of large-scale multi-agent problems to tractable interactions between a representative agent and a population distribution. However, existing approaches typically assume a…

Multiagent Systems · Computer Science 2026-02-17 Bhavini Jeloka , Yue Guan , Panagiotis Tsiotras

Learning by experience in Multi-Agent Systems (MAS) is a difficult and exciting task, due to the lack of stationarity of the environment, whose dynamics evolves as the population learns. In order to design scalable algorithms for systems…

Optimization and Control · Mathematics 2020-02-24 Romuald Elie , Julien Pérolat , Mathieu Laurière , Matthieu Geist , Olivier Pietquin

Mean-field reinforcement learning has become a popular theoretical framework for efficiently approximating large-scale multi-agent reinforcement learning (MARL) problems exhibiting symmetry. However, questions remain regarding the…

Computer Science and Game Theory · Computer Science 2024-02-09 Batuhan Yardim , Artur Goldman , Niao He

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Machine Learning · Computer Science 2025-01-03 Nianli Peng , Yilin Wang

In this paper, we study the problem of robust cooperative multi-agent reinforcement learning (RL) where a large number of cooperative agents with distributed information aim to learn policies in the presence of \emph{stochastic} and…

Multiagent Systems · Computer Science 2025-06-16 Muhammad Aneeq uz Zaman , Mathieu Laurière , Alec Koppel , Tamer Başar

This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…

Optimization and Control · Mathematics 2025-12-05 Hanfang Zhang , Bing-Chang Wang , Shuo Chen

The Mean-Field approximation is a tractable approach for studying large population dynamics. However, its assumption on homogeneity and universal connections among all agents limits its applicability in many real-world scenarios.…

Computer Science and Game Theory · Computer Science 2023-10-26 Peihan Huo , Oscar Peralta , Junyu Guo , Qiaomin Xie , Andreea Minca

We consider the problem of representing collective behavior of large populations and predicting the evolution of a population distribution over a discrete state space. A discrete time mean field game (MFG) is motivated as an interpretable…

Machine Learning · Computer Science 2018-04-24 Jiachen Yang , Xiaojing Ye , Rakshit Trivedi , Huan Xu , Hongyuan Zha

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

We study discrete-time, finite-state mean-field games (MFGs) under model uncertainty, where agents face ambiguity about the state transition probabilities. Each agent maximizes its expected payoff against the worst-case transitions within…

Optimization and Control · Mathematics 2026-01-21 Zongxia Liang , Zhou Zhou , Yaqi Zhuang , Bin Zou

Multi-agent reinforcement learning methods have shown remarkable potential in solving complex multi-agent problems but mostly lack theoretical guarantees. Recently, mean field control and mean field games have been established as a…

Machine Learning · Computer Science 2021-12-20 Kai Cui , Anam Tahir , Mark Sinzger , Heinz Koeppl

Simulating collective decision-making involves more than aggregating individual behaviors; it emerges from dynamic interactions among individuals. While large language models (LLMs) offer strong potential for social simulation, achieving…

Multiagent Systems · Computer Science 2025-07-11 Qirui Mi , Mengyue Yang , Xiangning Yu , Zhiyu Zhao , Cheng Deng , Bo An , Haifeng Zhang , Xu Chen , Jun Wang

This paper presents a general mean-field game (GMFG) framework for simultaneous learning and decision-making in stochastic games with a large population. It first establishes the existence of a unique Nash Equilibrium to this GMFG, and…

Optimization and Control · Mathematics 2021-10-12 Xin Guo , Anran Hu , Renyuan Xu , Junzi Zhang

We present the development and analysis of a reinforcement learning (RL) algorithm designed to solve continuous-space mean field game (MFG) and mean field control (MFC) problems in a unified manner. The proposed approach pairs the…

Optimization and Control · Mathematics 2025-03-07 Andrea Angiuli , Jean-Pierre Fouque , Ruimeng Hu , Alan Raydan

Mean field games (MFGs) are a promising framework for modeling the behavior of large-population systems. However, solving MFGs can be challenging due to the coupling of forward population evolution and backward agent dynamics. Typically,…

Machine Learning · Computer Science 2024-07-17 Chenyu Zhang , Xu Chen , Xuan Di

This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…

Probability · Mathematics 2023-07-21 Anirudh Sridhar , Soummya Kar

The marriage between mean-field theory and reinforcement learning has shown a great capacity to solve large-scale control problems with homogeneous agents. To break the homogeneity restriction of mean-field theory, a recent interest is to…

Multiagent Systems · Computer Science 2026-03-03 Yuanquan Hu , Xiaoli Wei , Junji Yan , Hengxi Zhang

Multi-agent reinforcement learning (MARL) remains difficult to scale to many agents. Recent MARL using Mean Field Control (MFC) provides a tractable and rigorous approach to otherwise difficult cooperative MARL. However, the strict MFC…

Machine Learning · Computer Science 2024-05-09 Kai Cui , Christian Fabian , Anam Tahir , Heinz Koeppl

This paper proposes a reinforcement learning (RL)-based backstepping control strategy to achieve fixed time consensus in nonlinear multi-agent systems with strict feedback dynamics. Agents exchange only output information with their…

Systems and Control · Electrical Eng. & Systems 2025-07-23 Aria Delshad , Maryam Babazadeh

In tabular multi-agent reinforcement learning with average-cost criterion, a team of agents sequentially interacts with the environment and observes local incentives. We focus on the case that the global reward is a sum of local rewards,…

Optimization and Control · Mathematics 2021-10-26 Alec Koppel , Amrit Singh Bedi , Bhargav Ganguly , Vaneet Aggarwal